Gero Schindlmayr's Books

Managing Energy Risk

An Integrated View on Power and Other Energy Markets

By: Markus Burger,Bernhard Graeber,Gero Schindlmayr

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Managing Energy Risk

An Integrated View on Power and Other Energy Markets

By: Markus Burger,Bernhard Graeber,Gero Schindlmayr

An overview of today's energy markets from a multi-commodity perspective As global warming takes center stage in the public and private sectors, new debates on the future of energy markets and electricity generation have emerged around the world. The Second Edition of Managing Energy Risk has been updated to reflect the latest products, approaches, and energy market evolution. A full 30% of the content accounts for changes that have occurred since the publication of the first edition. Practitioners will appreciate this contemporary approach to energy and the comprehensive information on recent market influences. A new chapter is devoted to the growing importance of renewable energy sources, related subsidy schemes and their impact on energy markets. Carbon emissions certificates, post-Fukushima market shifts, and improvements in renewable energy generation are all included. Further, due to the unprecedented growth in shale gas production in recent years, a significant amount of material on gas markets has been added in this edition. Managing Energy Risk is now a complete guide to both gas and electricity markets, and gas-specific models like gas storage and swing contracts are given their due. The unique, practical approach to energy trading includes a comprehensive explanation of the interactions and relations between all energy commodities. Thoroughly revised to reflect recent changes in renewable energy, impacts of the financial crisis, and market fluctuations in the wake of Fukushima Emphasizes both electricity and gas, with all-new gas valuation models and a thorough description of the gas market Written by a team of authors with theoretical and practical expertise, blending mathematical finance and technical optimization Covers developments in the European Union Emissions Trading Scheme, as well as coal, oil, natural gas, and renewables The latest developments in gas and power markets have demonstrated the growing importance of energy risk management for utility companies and energy intensive industry. By combining energy economics models and financial engineering, Managing Energy Risk delivers a balanced perspective that captures the nuances in the exciting world of energy.

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Page Count

452

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118618637

ISBN 13

9781118618639

Equity Derivatives

Theory and Applications

By: Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr

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Equity Derivatives

Theory and Applications

By: Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr

Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book acquaints readers with leading-edge thinking in modeling and hedging these transactions. Equity Derivatives offers a balanced, integrated presentation of theory and practice in equity derivative markets. It provides a theoretical treatment of each new modeling and hedging concept first, and then demonstrates their practical application. The book covers: the newest and fastest-growing class of derivative instruments, fund derivatives; cutting-edge developments in equity derivative modeling; new developments in correlation modeling and understanding volatility skews; and new Web-based implementation/delivery methods. Marcus Overhaus, PhD, Andrew Ferraris, DPhil, Thomas Knudsen, PhD, Frank Mao, PhD, Ross Milward, Laurent Nguyen-Ngoc, PhD, and Gero Schindlmayr, PhD, are members of the Quantitative Research team of Deutsche Bank's Global Equity Division, which is based in London and headed by Dr. Overhaus.

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Page Count

172

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118160878

ISBN 13

9781118160879

Managing Energy Risk

An Integrated View on Power and Other Energy Markets

By: Markus Burger,Bernhard Graeber,Gero Schindlmayr

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Managing Energy Risk

An Integrated View on Power and Other Energy Markets

By: Markus Burger,Bernhard Graeber,Gero Schindlmayr

Mathematical techniques for trading and risk management. Managing Energy Risk closes the gap between modern techniques from financial mathematics and the practical implementation for trading and risk management. It takes a multi-commodity approach that covers the mutual influences of the markets for fuels, emission certificates, and power. It includes many practical examples and covers methods from financial mathematics as well as economics and energy-related models.

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Page Count

316

Publisher

John Wiley & Sons

Published Date

ISBN 10

047072546X

ISBN 13

9780470725467

Equity Derivatives

Theory and Applications

By: Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr

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Equity Derivatives

Theory and Applications

By: Marcus Overhaus,Andrew Ferraris,Thomas Knudsen,Frank Mao,Laurent Nguyen-Ngoc,Gero Schindlmayr

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

172

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118160878

ISBN 13

9781118160879

Book's by Gero Schindlmayr

Managing Energy Risk

Managing Energy Risk

Equity Derivatives

Equity Derivatives

Managing Energy Risk

Managing Energy Risk

Equity Derivatives

Equity Derivatives

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